{"schemaVersion":1,"ticker":"POCT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/poct/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, POCT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/poct/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"POCT","b":"SPY","window":{"from":"2018-10-12","to":"2026-10-23","firstReturn":"2018-10-19","weeklyReturns":419,"years":8.03,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0281996,"perWeek":0.0005423,"days":2007,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.0213832,"b":2.10640738,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.09127079,"b":0.1510435,"edge":"SPY","lead":"SPY"},"price":{"a":0.97708505,"b":1.75401341,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.08890662,"b":0.18275694,"edge":"POCT","lead":"POCT"},"downsideDeviation":{"a":0.062236,"b":0.12647146,"edge":"POCT","lead":"POCT"},"maxDrawdown":{"a":-0.17565728,"b":-0.3181115,"edge":"POCT","lead":"POCT","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.06318401,"b":0.12945958,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.71067839,"b":0.70837023,"edge":"Tie"},"sortino":{"a":1.01523257,"b":1.02362678,"edge":"Tie"},"calmar":{"a":0.51959582,"b":0.47481308,"edge":"POCT (slight)","lead":"POCT"}},"relative":{"POCT":{"on":"SPY","beta":0.45986743,"r2":0.89360353,"alpha":0.00364977,"alphaT":0.35510983,"alphaLow":-0.01655311,"alphaHigh":0.02385265,"upsideCapture":0.33078532,"downsideCapture":0.4966502,"treynor":0.13739615,"trackingError":0.10288465,"informationRatio":-0.6441735,"upWeeks":239,"downWeeks":180,"treynorReference":0.12945958,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"POCT","lead":"POCT"},"treynor":{"edge":"POCT (slight)","lead":"POCT"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"POCT":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":419,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.0213832}},"SPY":{"kept":"2026-10-26","distributions":32,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":419,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.10640738}}}}